+114.2%
KMI vs AMCR
+6.5%
+107.7%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.1% |
| 7D | -1.7% | -6.3% | +4.5% | -1.1% |
| 30D | -2.7% | -7.8% | +5.1% | -2.0% |
| 3M | -0.7% | +7.5% | -8.2% | -1.8% |
| 6M | -5.0% | +2.7% | -7.7% | -5.4% |
| YTD | +15.5% | +6.0% | +9.4% | +13.7% |
| 1Y | +16.4% | +7.8% | +8.6% | +14.2% |
| 3Y | +114.2% | +5.8% | +108.4% | +109.1% |
| All | +114.2% | +6.5% | +107.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded AMCR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling